Should you choose the factory changer method, you can save $50 or so by installing it yourself - as I noted above, it is very easy to install. Unfortunately, it comes without instructions in the box(!), but you can just follow these simple steps:

1) MAJOR NOTE: First set the suspension for use horizontally - the unit comes set for vertical mounting, and the setting tabs can't be reached once mounted in the bracket! To do this, you must pull off the sticky plastic cover plates on the ends of the changer unit, and use a screwdriver (or equiv.) to push/slide the suspension tabs in an arc down to the horizontal position (this sounds more complex than it is, it's pretty obvious when you have the unit in hand). Finally, replace the sticky covers. Note: If you forget to change the suspension, you'll be subject to a lot of CD skipping when driving. Also don't forget to remove the shipping screws!

2) Just inside the trunk opening to the left, you will see two circular black plastic retaining clips that keep the left hand side liner in place. These are actually pushed onto the mounting bolts of the light cluster. Gently lever/pull off these clips. Next you must loosen (or completely remove - your choice) the screws and plastic plate that runs the inside width of the trunk lip. Now, being careful of the side trunk light, you can pull out the carpet side liner just far enough to see (and be able to get to) the wiring harness for the CD changer and cellular phone tied up against the side of the car. Unclip the harness and free up just the wire with the circular DIN connector on the end. Feed that wire over the top of the liner and push, pull, tug and swear until you get the liner back into place (easier said than done!). Replace the liner retaining clips and trunk lip plate.

3) Place the changer in the U of the factory bracket and screw the 4 supplied bolts through the end-plates of the bracket to attach it. The side of the bracket with two trunk roof mounting tabs/slots should go to the left of the changer when looking into the CD cassette opening/door.

4) Lift the changer-bracket assembly up against the left hand side of the roof of the trunk close to the edge of the opening where the rear glass meets the trunk. Note where the three mounting tabs/slots at the top of the bracket match the correct three hexagonal holes in the roof of the trunk (there are a number of hexagonal holes, and it's easy to get the wrong ones if you don't do this). Push the three hex plastic screw retainers that come with the bracket into these three holes. Loosely screw in the associated screws into the plastic retainers then slide the slots in the changer bracket onto the screw heads. Tighten the screws to mount the changer bracket firmly against the trunk roof.

5) Connect the DIN connector on the changer to that on the end of the wire you freed from behind the liner in step (3) and you're ready to go! (You may also want to tie-wrap or tape the wire up out of the way.) You should see the light inside the changer door go on once you turn on the radio.

UPDATE: On '98 model A4's there is no need to remove the trunk sill trim to get to the wiring harness: the trunk lining has a horizontal slit/flap starting at the corner of the sill and running toward the left taillight. So all you need to do is remove the two plastic clips, then peel back the lining.